Pages that link to "Item:Q4575450"

The following pages link to Lévy insurance risk process with Poissonian taxation (Q4575450):

Displaying 29 items.

• The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
• Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• The compound Poisson risk model under a mixed dividend strategy (Q1740121) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Finite-time dividend problems in a Lévy risk model under periodic observation (Q2242128) (← links)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• General tax structures for a Lévy insurance risk process under the Cramér condition (Q2301481) (← links)
• Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
• Power identities for Lévy risk models under taxation and capital injections (Q2921186) (← links)
• General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
• A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• On series expansions for scale functions and other ruin-related quantities (Q5117674) (← links)
• (Q5155464) (← links)
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
• Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
• On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)